Wells Fargo

Prime Risk & Margin Technology Manager – Executive Director

Wells Fargo

full-time

Posted on:

Location Type: Hybrid

Location: New York CityNew JerseyNew YorkUnited States

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Salary

💰 $185,000 - $300,000 per year

Job Level

About the role

  • Lead the design, build, and rollout of the strategic Prime Risk & Margin platform supporting Prime Brokerage, Delta‑1, Synthetics, and Financing desks.
  • Drive migration of risk, margin, exposure, and scenario workflows from legacy systems onto the new strategic architecture.
  • Partner with MD‑level stakeholders across trading, risk policy, quant, and product teams to shape roadmap and delivery priorities.
  • Collaborate closely with Product Development, BA, and cross‑functional teams to ensure functional and non‑functional requirements are met.
  • Own and execute the multi‑year technology roadmap across globally distributed teams (New York, India, and other regions).
  • Architect target‑state distributed systems for Prime Risk, Portfolio Margining, stress testing, and exposure management.
  • Produce functional specifications, technical design documents, and oversee testing frameworks for risk and margin workflows.
  • Manage full SDLC lifecycle including analysis, design, coding, testing, deployment, and production readiness.
  • Conduct code reviews and ensure high engineering standards across risk, margin, and exposure technology domains.
  • Serve as the technical and functional SME for Prime Risk & Margin processes, methodologies, and system integration.
  • Tackle complex analytical and computational challenges involving large datasets, high‑performance calculation engines, and time‑sensitive risk workloads.
  • Ensure quality, maintainability, resiliency, and scalability across all platform components.

Requirements

  • 6+ years of Specialty Software Engineering experience, or equivalent demonstrated through one or a combination of the following: work experience, training, military experience, education
  • 3+ years of management or leadership experience
  • 6+ years of capital markets or securities industry experience
  • 6+ years of direct experience in Prime Brokerage, Equity Finance, Delta‑1, Synthetic Financing, or Margin/Risk technology
  • 6+ years of application development experience
  • Strong proficiency in Java and/or C++ in low‑latency trading or risk environments
  • 6+ years designing or building high‑performance distributed systems
  • 6+ years managing application development teams (onshore + offshore) in Agile environments.
  • 5+ years of architectural design experience with distributed compute, caching, and messaging systems.
  • 6+ years of experience integrating quant libraries, pricing models, and risk engines.
Benefits
  • Health benefits
  • 401(k) Plan
  • Paid time off
  • Disability benefits
  • Life insurance, critical illness insurance, and accident insurance
  • Parental leave
  • Critical caregiving leave
  • Discounts and savings
  • Commuter benefits
  • Tuition reimbursement
  • Scholarships for dependent children
  • Adoption reimbursement
Applicant Tracking System Keywords

Tip: use these terms in your resume and cover letter to boost ATS matches.

Hard Skills & Tools
JavaC++distributed systemsapplication developmentarchitectural designquant librariespricing modelsrisk enginesSDLCAgile
Soft Skills
leadershipcollaborationcommunicationanalytical skillsproblem-solvingstakeholder managementtechnical expertiseproject managementteam managementquality assurance